+278.9%
TSM vs CAH
+512.9%
-234.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | +4.4% | +5.9% | -1.5% | +4.1% |
| 30D | -7.0% | +16.5% | -23.5% | -7.8% |
| 3M | -1.8% | +15.7% | -17.5% | -2.7% |
| 6M | +2.7% | +52.7% | -50.0% | -1.0% |
| YTD | +37.1% | +36.3% | +0.8% | +33.6% |
| 1Y | +43.5% | +36.7% | +6.7% | +39.8% |
| 3Y | +341.5% | +178.2% | +163.4% | +295.3% |
| 5Y | +278.9% | +515.8% | -236.9% | +170.4% |
| All | +278.9% | +512.9% | -234.1% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling